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Jingdong book

计量经济分析方法与建模：EViews应用及实例（第2版）

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Jingdong book

计量经济分析方法与建模：EViews应用及实例（第2版）

Name: 计量经济分析方法与建模：EViews应用及实例（第2版）
Brand: Jingdong book
SKU: 3110068331
Price: 44.90 USD
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《计量经济分析方法与建模：EViews应用及实例(第2版)》全面介绍计量经济学的主要理论和方法，尤其是20世纪80年代以来重要的和全新的发展，并将它们纳入一个完整、清晰的体系之中。《计量经济分析方法与建模：EViews应用及实例(第2版)》在数学描述方面适当淡化，以讲清楚方法、思路为目标，不做大量的推导和证明，重点放在如何运用各种计量经济方法对实际的经济问题进行分析、建模、预测、模拟等实际操作上。《计量经济分析方法与建模：EViews应用及实例(第2版)》中的实际案例大多数是作者在实践中运用的实例和国内外的经典实例，并基于EViews软件来介绍实际应用，具有很强的可操作性。
《计量经济分析方法与建模：EViews应用及实例(第2版)》可作为本科生及研究生的教材，也可作为在经济、统计、金融等领域从事定量分析的工作人员的参考书。

Catalogue

第Ⅰ部分数据分析基础
第1章概率与统计基础
1．1 随机变量
1．1．1 概率分布
1．1．2 随机变量的数字特征
1．1．3 随机变量的联合分布
1．2 从总体到样本
1．2．1 基本统计量
1．2．2 估计量性质
1．3 一些重要的概率分布
1．3．1 正态分布
1．3．2 X分布
1．3．3 t分布
1．3．4 F分布
1．4 统计推断
1．4．1 参数估计
1．4．2 假设检验
1．5 EViews软件的相关操作
1．5．1 单序列的统计量、检验和分布
1．5．2 多序列的显示和统计量

第2章经济时间序列的季节调整、分解与平滑
2．1 移动平均方法
2．1．1 简单的移动平均公式
2．1．2 中心化移动平均
2．1．3 加权移动平均
2．2 季节调整
2．2．1 X11季节调整方法
2．2．2 CensusX12季节调整方法
2．2．3 移动平均比率方法
2．2．4 TRAMO／SEATS方法
2．3 趋势分解
2．3．1 Hodrick—Prescott滤波方法
2．3．2 频谱滤波(BP滤波)方法
2．4 指数平滑方法
2．4．1 单指数平滑
2．4．2 双指数平滑
2．4．3 Holt—winters乘法模型
2．4．4 Holt—winters加法模型
2．4．5 Holt—Winters——无季节性模型
2．5 EViews软件的相关操作
2．5．1 X11季节调整方法的操作
2．5．2 X12季节调整方法
2．5．3 移动平均比率方法
2．5．4 Tramo／Seats方法
2．5．5 Hodrick—Prescott滤波
2．5．6 BP滤波
2．5．7 指数平滑法

第Ⅱ部分基本的单方程分析
第3章基本回归模型
3．1 古典线性回归模型
3．1．1 一元线性回归模型
3．1．2 最小二乘法
3．1．3 多元线性回归模型
3．1．4 系数估计量的性质
3．1．5 线性回归模型的检验
3．1．6 AIC准则和Schwarz准则
3．2 回归方程的函数形式
3．2．1 双对数线性模型
3．2．2 半对数模型
3．2．3 双曲函数模型
3．2．4 多项式回归模型
3．2．5 Box—Cox转换
3．3 包含虚拟变量的回归模型
3．3．1 回归中的虚拟变量
3．3．2 季节调整的虚拟变量方法
3．4 模型设定和假设检验
3．4．1 系数检验
3．4．2 残差检验
3．4．3 模型稳定性检验
3．5 方程模拟与预测
3．5．1 预测误差与方差
3．5．2 预测评价
3．6 Eviews软件的相关操作
3．6．1 设定回归方程形式和估计方程
3．6．2 方程输出结果
3．6．3 与回归方程有关的操作
3．6．4 模型设定和假设检验
3．6．5 预测

第4章其他回归方法
4．1 异方差
4．1．1 异方差检验
4．1．2 加权最小二乘估计
4．1．3 存在异方差时参数估计量的一致协方差
4．2 二阶段最小二乘法
4．3 非线性最小二乘法
4．4 广义矩方法
4．4．1 矩法估计量
4．4．2 广义矩估计
4．5 多项式分布滞后模型
4．6 逐步最小二乘回归
4．7 分位数回归
4．7．1 分位数回归的基本思想和系数估计
4．7．2 系数协方差的估计
4．7．3 模型评价和检验
4．8 非参数回归模型
4．8．1 密度函数的非参数估计
4．8．2 一元非参数计量经济模型
4．9 EViews软件的相关操作
4．9．1 异方差检验
4．9．2 加权最小二乘法估计
4．9．3 white异方差一致协方差和Newey—west异方差自相关一致协方差
4．9．4 在EViews中使用TsLs估计
4．9．5 在EViews中使用非线性最小二乘估计
4．9．6 在EViews中使用GMM进行估计
4．9．7 在EViews中估计包含PDI。s的模型
4．9．8 在EVJews中进行逐步回归估计
4．9．9 在EViews中进行分位数回归
4．9．10 在EVieWS中进行非参数估计
4．10 附录广义最小二乘估计

第5章时间序列模型
5．1 序列相关及其检验
5．1．1 序列相关及其产生的后果
5．1．2 序列相关的检验方法
5．1．3 扰动项存在序列相关的线性回归方程的估计与修正
5．2 平稳时间序列建模
5．2．1 平稳时间序列的概念
5．2．2 ARMA模型
5．2．3 ARMA模型的平稳性
5．2．4 ARMA模型的识别
5．3 非平稳时间序列建模
5．3．1 非平稳序列和单整
5．3．2 非平稳序列的单位根检验
5．3．3 ARIMA模型
5．4 协整和误差修正模型
5．4．1 协整关系
5．4．2 协整检验
5．4．3 误差修正模型(EcM)
5．5 EViews软件的相关操作
5．5．1 检验序列相关性
5．5．2 修正序列相关
5．5．3 ARMA(p，q)模型的估计
5．5．4 单位根检验

第Ⅲ部分扩展的单方程分析
第6章条件异方差模型
第7章离散因变量和受限因变量模型
第8章对数极大似然估计
第Ⅳ部分多方程分析
第9章向量自回归和向量误差修正模型
第10章 Panel Data模型
第11章状态空间模型和卡尔曼滤波
第12章联立方程模型的估计与模拟
第13章主成分分析和因子分析
附录A EViews软件基础
附录B EViews程序设计
附录C EViews中的常用函数
附录D 数据
参考文献

Book Abstract

第Ⅰ部分数据分析基础
第2章经济时间序列的季节调整、分解与平滑
本章主要介绍经济时间序列的分解和平滑方法。时间序列分解方法包括季节调整和趋势分解，指数平滑是目前比较常用的时间序列处理方法。
经济指标的月度或季度时间序列包含4种变动要素：长期趋势要素T、循环要素C、季节变动要素S和不规则要素I。长期趋势要素代表经济时间序列长期的趋势特性。循环要素是以数年为周期的一种周期性变动，它可能是一种景气变动、也可能是经济变动或其他周期变动。季节变动要素是每年重复出现的循环变动，以12个月或4个季度为周期的周期性影响，是由温度、降雨、每年中的假期和政策等因素引起的。季节要素和循环要素的区别在于季节变动是固定间距（如季或月）中的自我循环，而循环要素是从一个周期变动到另一个周期，问距比较长且不固定的一种周期性波动。不规则要素又称随机因子、残余变动或噪声，其变动无规则可循，这类因素是由偶然发生的事件引起的，如罢工、意外事故、地震、水灾、恶劣气候、战争、法令更改和预测误差等。
在经济分析中，季节变动要素和不规则要素往往掩盖了经济发展中的客观变化，给研究和分析经济发展趋势和判断目前经济所处的状态带来困难。因此，需要在经济分析之前将经济时间序列进行季节调整，剔除其中的季节变动要素和不规则要素。而利用趋势分解方法可以把趋势和循环要素分离开来，从而研究经济的长期趋势变动和景气循环变动。
对某些经济时间序列（如股票序列），不存在明显的趋势变动和季节变动。一般，我们使用指数平滑方法对这样的时间序列进行拟合及预测。

Introduction

20世纪80年代，我国部分高等学校的经济管理类专业虽已开始陆续开设计量经济学课程，但只是在少数专业作为必修课程，而其他专业多数是作为选修课程。1998年经教育部高等学校经济学学科教学指导委员会讨论决定，把计量经济学确定为经济学类所有专业必修的核心课程。此后全国各高校不仅经济学类各专业普遍开设了计量经济学，而且一些管理类专业也开设了这门课程。随后陆续翻译或影印出版了一批国外著名计量经济学教材和我国学者自己编写的适应中国高等院校经济类学科的计量经济学教材，促进了计量经济学课程的建设。与此同时，《经济研究》、《管理世界》、《世界经济》等国内的一些重要经济学、管理学期刊也发生了重大变化，所发表论文的研究范围越来越多地将定性研究与定量分析相结合，大量运用各种计量经济模型。这些，都有力地推动了计量经济学的发展。现在，计量经济学已经成为我国经济类各专业最受关注和欢迎的课程之一。
数量经济学是一门实践性很强的学科，要求学生具有将经济学知识、计量经济学方法和计算机应用相结合的综合素质。目前的计量经济学课程注重理论方法的介绍，但是对如何应用模型分析实际的经济问题，却讨论得较少。在计量经济学教学中，软件的使用仍然是薄弱环节。学生学习了不少估计和检验的方法，却不知道怎样应用，对计算的结果也不能做出合理的解释，缺乏运用计量模型进行分析的实际能力。由于计量经济学课程的课时有限，不能给学生足够的时间将所学习到的计量经济方法与实际经济问题相结合，通过计算机软件进行建模、分析和模拟的训练。因此，需要再开设一门应用计量经济学或计量经济方法建模的课程，本书可以作为这门课程的教材。

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